Durbin–Wu–Hausman test
Statistical hypothesis test in econometrics / From Wikipedia, the free encyclopedia
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The Durbin–Wu–Hausman test (also called Hausman specification test) is a statistical hypothesis test in econometrics named after James Durbin, De-Min Wu, and Jerry A. Hausman.[1][2][3][4] The test evaluates the consistency of an estimator when compared to an alternative, less efficient estimator which is already known to be consistent.[5] It helps one evaluate if a statistical model corresponds to the data.